Anic Equity¶

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Total return since start: 0.664 %¶

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Equity now: -----------------------------> 50819.21 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45260.44 Kr¶

PnL: ---------------------------------------> -317.15 Kr¶

DD now: ---------------------------------> -4.332 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 13:45:08.689510'

Anic Portfolio¶

This Week¶

Return: 0.125 %¶

Total portfolio value¶

Return including deposits: 66.354 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.410000 3600.000000 37.500000 1.050000 3562.500000
Hexagon B 26 -0.260000 3443.700000 32.500000 0.950000 3411.200000
Hexatronic Group 15 3.740000 1090.200000 22.500000 2.110000 1067.700000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Orrön Energy 170 -2.420000 2056.150000 15.300000 0.750000 2040.850000
Vitec Software Group B 2 -1.070000 1114.000000 13.000000 1.180000 1101.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Sagax B 4 -0.840000 894.800000 11.600000 1.310000 883.200000
Profoto Holding 7 -0.710000 590.800000 8.800000 1.510000 581.999999
Platzer Fastigheter Holding B 12 -0.620000 956.400000 7.200000 0.760000 949.200000
Addnode Group B 7 -1.810000 909.300000 6.300000 0.700000 903.000000
HEXPOL B 8 -0.500000 960.000000 4.800000 0.500000 955.200000
ASSA ABLOY B 4 -1.110000 994.400000 3.600000 0.360000 990.800000
Latour B 4 -2.630000 857.600000 3.600000 0.420000 854.000000
Sandvik 4 -1.160000 848.400000 2.800000 0.330000 845.600000
Alimak Group 12 0.120000 1006.800000 2.400000 0.240000 1004.400000
Atrium Ljungberg B 5 -0.550000 903.500000 2.000000 0.220000 901.500000
JM 7 -1.310000 949.200000 1.400000 0.150000 947.800000
SKF B 5 -1.260000 979.000000 1.000000 0.100000 978.000000
Hennes & Mauritz B 6 -1.080000 910.320000 0.360000 0.040000 909.960000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Biotage 1 -6.910000 146.900000 -0.600000 -0.410000 147.500000
AcadeMedia 20 -1.060000 974.000000 -1.600000 -0.160000 975.600000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Catena 2 -0.350000 799.200000 -4.400000 -0.550000 803.600000
Byggmax Group 33 -2.020000 960.300000 -4.620000 -0.480000 964.920000
EQT 4 -2.350000 864.800000 -6.000000 -0.690000 870.800000
Gränges 10 3.470000 1029.500000 -6.500000 -0.630000 1036.000000
Vitrolife 3 -1.930000 669.600000 -7.400000 -1.090000 677.000001
OX2 12 -4.110000 897.000000 -9.600000 -1.060000 906.600000
BHG Group 109 -6.180000 1407.190000 -11.990000 -0.840000 1419.180000
Investor B 3 -1.440000 645.300000 -12.700000 -1.930000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -1.310000 2667.240000 -316.340000 -10.600000 2983.577733
TOTAL 45255.700000 -321.890000 -4.34058% 45577.591729

Updated:¶

'2023-06-19 13:43:24.724767'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶